Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71607.7088 | 29129.5563 | 42478.1526 | 96403.5809 | 34890.7578 | 61512.8231 |
Total P&L (%) | 71.6077 | 29.1296 | 42.4782 | 96.4036 | 34.8908 | 61.5128 |
Avg Daily Profit (%) | 1.375 | 0.5593 | 0.8156 | 1.3045 | 0.5763 | 0.9248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14230 | -19407 | -4829 | -23941 | -32648 | -8488 |
Profit Factor | 1.8172 | 1.5871 | 2.1175 | 1.6606 | 1.4143 | 1.9967 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 61.4865 | 60.8108 | 62.1622 | 61.4865 | 60.8108 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.1383 | 1.0228 | 1.2889 | 1.0401 | 0.9114 | 1.2154 |
Largest Winning Trade | 9024 | 9024 | 5247 | 12958 | 12958 | 7850 |
Largest Losing Trade | -11537 | -11537 | -4696 | -19843 | -19843 | -6937 |
Avg Bars in Trades | 161 | 164 | 157 | 161 | 164 | 157 |
Avg Bars in Winners | 132 | 132 | 133 | 132 | 132 | 133 |
Avg Bars in Losers | 206 | 214 | 197 | 206 | 214 | 197 |
Bars Traded | 23855 | 12174 | 11681 | 23855 | 12174 | 11681 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554703 | -55493 | -50706 | 541618 | -57559 | -49686 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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